+20.0%
IWM vs CFG
+61.2%
-41.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.4% |
| 7D | -2.0% | -0.9% | -1.1% | -1.6% |
| 30D | -1.5% | +1.1% | -2.5% | -1.9% |
| 3M | -8.0% | -12.0% | +4.0% | -2.5% |
| 6M | -4.1% | -2.2% | -1.9% | -3.6% |
| YTD | +11.9% | +11.4% | +0.5% | +5.4% |
| 1Y | +15.0% | +27.8% | -12.8% | +1.5% |
| 3Y | +64.2% | +173.3% | -109.1% | +0.9% |
| All | +20.0% | +61.2% | -41.2% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling